Pages that link to "Item:Q5384679"
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The following pages link to EQUILIBRIUM PRICE OF VARIANCE SWAPS UNDER STOCHASTIC VOLATILITY WITH LÉVY JUMPS AND STOCHASTIC INTEREST RATE (Q5384679):
Displaying 13 items.
- Variation and share-weighted variation swaps on time-changed Lévy processes (Q377448) (← links)
- Pricing variance swaps for stochastic volatilities with delay and jumps (Q538918) (← links)
- Pricing variance swaps under stochastic volatility and stochastic interest rate (Q671068) (← links)
- Robust portfolio optimization with multi-factor stochastic volatility (Q779874) (← links)
- Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity (Q2009351) (← links)
- Variance and volatility swaps valuations with the stochastic liquidity risk (Q2068493) (← links)
- Equilibrium price and optimal insider trading strategy under stochastic liquidity with long memory (Q2232753) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- Variance swaps on defaultable assets and market implied time-changes (Q2813077) (← links)
- Continuous time mean–variance–utility portfolio problem and its equilibrium strategy (Q5057975) (← links)
- Strong solutions for jump-type stochastic differential equations with non-Lipschitz coefficients (Q5086493) (← links)
- RETRACTED ARTICLE: A generalized real option pricing method of R&D investments: jump diffusion and external competition (Q5205906) (← links)
- Pricing Quanto Equity Swaps in a Stochastic Interest Rate Economy (Q5312582) (← links)
